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Research

Working Papers

Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing), R&R Journal of Finance

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Intangible Investment, Displacement Risk, and the Value Discount â€‹

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Identification of Factor Risk Premia (with Peter G. Hansen)

KO Test Function Code

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Model-Free Factor Risk Premium

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Selected Works In Progress​

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Activeness and Alpha (with George Aragon and Xiaohui Yang)

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The Price of Risk (with Landon Ross and David Schriendorfer)​

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